updating from upstream

DESCRIPTION

@@ -1,32 +1,38 @@
 Type: Package
 Package: fmbasics
 Title: Financial Market Building Blocks
-Version: 0.3.0
-Authors@R: person("Imanuel", "Costigan", email = "i.costigan@me.com", 
-                  role = c("aut", "cre"))
-Description: Implements basic financial market objects like currencies, currency
-  pairs, interest rates and interest rate indices. You will be able to use
-  Benchmark instances of these objects which have been defined using their most
-  common conventions or those defined by International Swap Dealer Association
-  (ISDA, <https://www.isda.org>) legal documentation. 
+Version: 0.3.99
+Authors@R: c(person(given = "Imanuel", family = "Costigan", role = c("aut", "cre"),
+                    email = "i.costigan@me.com"),
+             person(given = "Sayf", family = "Hamada", role = "ctb",
+                    email = "sayfeddine.hamada@westpac.com.au"))
+Description: Implements basic financial market objects like
+    currencies, currency pairs, interest rates and interest rate indices.
+    You will be able to use Benchmark instances of these objects which
+    have been defined using their most common conventions or those defined
+    by International Swap Dealer Association (ISDA,
+    <https://www.isda.org>) legal documentation.
 License: GPL-2
-URL: https://github.com/imanuelcostigan/fmbasics, https://imanuelcostigan.github.io/fmbasics/
+URL: https://github.com/imanuelcostigan/fmbasics,
+    https://imanuelcostigan.github.io/fmbasics/
 BugReports: https://github.com/imanuelcostigan/fmbasics/issues
 Imports: 
-  assertthat,
-  fmdates (>= 0.1.2),
-  lubridate (>= 1.6.0),
-  methods,
-  stats,
-  tibble,
-  utils,
-  credule
+    assertthat,
+    fmdates (>= 0.1.2),
+    lubridate (>= 1.6.0),
+    methods,
+    readr,
+    stats,
+    tibble,
+    utils,
+    tidyr
 Suggests: 
-  covr,
-  knitr,
-  rmarkdown,
-  testthat
-VignetteBuilder: knitr
+    covr,
+    knitr,
+    rmarkdown,
+    testthat
+VignetteBuilder: 
+    knitr
 Encoding: UTF-8
 LazyData: true
 Roxygen: list(markdown = TRUE)

NAMESPACE

@@ -2,77 +2,46 @@
 
 S3method("!=",DiscountFactor)
 S3method("!=",InterestRate)
-S3method("!=",SurvivalProbabilities)
-S3method("!=",ZeroHazardRate)
 S3method("<",DiscountFactor)
 S3method("<",InterestRate)
-S3method("<",SurvivalProbabilities)
-S3method("<",ZeroHazardRate)
 S3method("<=",DiscountFactor)
 S3method("<=",InterestRate)
-S3method("<=",SurvivalProbabilities)
-S3method("<=",ZeroHazardRate)
 S3method("==",DiscountFactor)
 S3method("==",InterestRate)
-S3method("==",SurvivalProbabilities)
-S3method("==",ZeroHazardRate)
 S3method(">",InterestRate)
-S3method(">",ZeroHazardRate)
 S3method(">=",DiscountFactor)
 S3method(">=",InterestRate)
-S3method(">=",SurvivalProbabilities)
-S3method(">=",ZeroHazardRate)
 S3method("[",DiscountFactor)
 S3method("[",InterestRate)
-S3method("[",SurvivalProbabilities)
-S3method("[",ZeroHazardRate)
 S3method("[<-",DiscountFactor)
 S3method("[<-",InterestRate)
-S3method("[<-",SurvivalProbabilities)
-S3method("[<-",ZeroHazardRate)
 S3method(all.equal,InterestRate)
-S3method(all.equal,ZeroHazardRate)
 S3method(as.character,Currency)
 S3method(as.double,DiscountFactor)
 S3method(as.double,InterestRate)
 S3method(as_DiscountFactor,InterestRate)
 S3method(as_InterestRate,DiscountFactor)
 S3method(as_InterestRate,InterestRate)
-S3method(as_SurvivalProbabilities,ZeroHazardRate)
-S3method(as_ZeroHazardRate,SurvivalProbabilities)
-S3method(as_ZeroHazardRate,ZeroHazardRate)
 S3method(as_tibble,CashFlow)
-S3method(as_tibble,CreditCurve)
 S3method(as_tibble,MultiCurrencyMoney)
 S3method(as_tibble,ZeroCurve)
 S3method(c,DiscountFactor)
 S3method(c,InterestRate)
 S3method(c,SingleCurrencyMoney)
-S3method(c,SurvivalProbabilities)
-S3method(c,ZeroHazardRate)
-S3method(format,CDSCurve)
-S3method(format,CDSMarkitSpec)
-S3method(format,CDSSingleNameSpec)
-S3method(format,CDSSpec)
 S3method(format,CashIndex)
-S3method(format,CreditCurve)
 S3method(format,Currency)
 S3method(format,CurrencyPair)
 S3method(format,DiscountFactor)
 S3method(format,IborIndex)
 S3method(format,InterestRate)
 S3method(format,Interpolation)
 S3method(format,SingleCurrencyMoney)
-S3method(format,SurvivalProbabilities)
+S3method(format,VolSurface)
 S3method(format,ZeroCurve)
-S3method(format,ZeroHazardRate)
-S3method(interpolate,CreditCurve)
+S3method(interpolate,VolSurface)
 S3method(interpolate,ZeroCurve)
-S3method(interpolate_dfs,CreditCurve)
 S3method(interpolate_dfs,ZeroCurve)
-S3method(interpolate_fwds,CreditCurve)
 S3method(interpolate_fwds,ZeroCurve)
-S3method(interpolate_zeros,CreditCurve)
 S3method(interpolate_zeros,ZeroCurve)
 S3method(iso,CashIndex)
 S3method(iso,CurrencyPair)
@@ -81,29 +50,19 @@ S3method(iso,SingleCurrencyMoney)
 S3method(iso,default)
 S3method(length,DiscountFactor)
 S3method(length,InterestRate)
-S3method(length,SurvivalProbabilities)
-S3method(length,ZeroHazardRate)
 S3method(locale,Currency)
 S3method(locale,CurrencyPair)
-S3method(print,CDSCurve)
-S3method(print,CDSMarkitSpec)
-S3method(print,CDSSingleNameSpec)
-S3method(print,CDSSpec)
-S3method(print,CreditCurve)
 S3method(print,Currency)
 S3method(print,CurrencyPair)
 S3method(print,DiscountFactor)
 S3method(print,Index)
 S3method(print,InterestRate)
 S3method(print,Interpolation)
 S3method(print,SingleCurrencyMoney)
-S3method(print,SurvivalProbabilities)
+S3method(print,VolSurface)
 S3method(print,ZeroCurve)
-S3method(print,ZeroHazardRate)
 S3method(rep,DiscountFactor)
 S3method(rep,InterestRate)
-S3method(rep,SurvivalProbabilities)
-S3method(rep,ZeroHazardRate)
 S3method(tbl_sum,CashFlow)
 S3method(tbl_sum,MultiCurrencyMoney)
 S3method(to_maturity,default)
@@ -118,17 +77,12 @@ export(AUDBBSW)
 export(AUDBBSW1b)
 export(AUDNZD)
 export(AUDUSD)
-export(CDSCurve)
-export(CDSMarkitSpec)
-export(CDSSingleNameSpec)
-export(CDSSpec)
 export(CHF)
 export(CHFLIBOR)
 export(CHFTOIS)
 export(CashFlow)
 export(CashIndex)
 export(ConstantInterpolation)
-export(CreditCurve)
 export(CubicInterpolation)
 export(Currency)
 export(CurrencyPair)
@@ -153,6 +107,7 @@ export(InterestRate)
 export(JPY)
 export(JPYLIBOR)
 export(JPYTIBOR)
+export(LinearCubicTimeVarInterpolation)
 export(LinearInterpolation)
 export(LogDFInterpolation)
 export(MultiCurrencyMoney)
@@ -164,32 +119,29 @@ export(NZDUSD)
 export(NZIONA)
 export(SONIA)
 export(SingleCurrencyMoney)
-export(SurvivalProbabilities)
 export(TONAR)
 export(USD)
 export(USDCHF)
 export(USDHKD)
 export(USDJPY)
 export(USDLIBOR)
 export(USDNOK)
+export(VolQuotes)
+export(VolSurface)
 export(ZeroCurve)
-export(ZeroHazardRate)
 export(as_DiscountFactor)
 export(as_InterestRate)
-export(as_SurvivalProbabilities)
-export(as_ZeroHazardRate)
+export(build_vol_quotes)
+export(build_vol_surface)
 export(build_zero_curve)
 export(interpolate)
 export(interpolate_dfs)
 export(interpolate_fwds)
 export(interpolate_zeros)
 export(invert)
-export(is.CDSCurve)
-export(is.CDSSpec)
 export(is.CashFlow)
 export(is.CashIndex)
 export(is.ConstantInterpolation)
-export(is.CreditCurve)
 export(is.CubicInterpolation)
 export(is.Currency)
 export(is.CurrencyPair)
@@ -198,13 +150,14 @@ export(is.IborIndex)
 export(is.Index)
 export(is.InterestRate)
 export(is.Interpolation)
+export(is.LinearCubicTimeVarInterpolation)
 export(is.LinearInterpolation)
 export(is.LogDFInterpolation)
 export(is.MultiCurrencyMoney)
 export(is.SingleCurrencyMoney)
-export(is.SurvivalProbabilities)
+export(is.VolQuotes)
+export(is.VolSurface)
 export(is.ZeroCurve)
-export(is.ZeroHazardRate)
 export(is_t1)
 export(iso)
 export(to_forward)